Bandlimited signals, their properties and extrapolation capabilities

The work is concerned with the band-limited signal extrapolation using truncated series of prolate spheroidal wave function. Our aim is to investigate the extent to which it is possible to extrapolate signal from its samples taken in a finite interval. It is often believed that this extrapolation method depends on computing definite integrals. We show an alternative approach by using the least squares method and we compare it with the methods of numerical integration. We also consider their performance in the presence of noise and the possibility of using these algorithms for real-time data processing. Finally all proposed algorithms are tested using real data from a microphone array, so that their performance can be compared